Research Article

Sparsity-Homotopy Perturbation Inversion Method with Wavelets and Applications to Black-Scholes Model and Todaro Model

Table 1

Relative errors and computational time.

Noisy level Relative error (I)Relative error (II)Time (I)Time (II)

0.00% 0.21%1.36%77 s112 s
0.50% 1.28%3.06%196 s332 s
1.00% 3.25%6.98%528 s1052 s